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AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
-2.84%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$2.99B
AUM Growth
-$2.93B
Cap. Flow
-$3.15B
Cap. Flow %
-105.49%
Top 10 Hldgs %
20.02%
Holding
648
New
182
Increased
47
Reduced
118
Closed
85

Top Buys

Rank Stock Value
1
ETFC
E*Trade Financial Corporation
ETFC
+$56.1M
2
FG
FGL Holdings Ordinary Shares
FG
+$41M
3
WTW icon
Willis Towers Watson
WTW
+$40.9M
4
LM
Legg Mason, Inc.
LM
+$39.5M
5
QGEN icon
Qiagen
QGEN
+$37.5M

Top Sells

Rank Stock Value
1
WCG
Wellcare Health Plans, Inc.
WCG
+$135M
2
MDCO
Medicines Co
MDCO
+$130M
3
ZAYO
Zayo Group Holdings, Inc.
ZAYO
+$119M
4
S
Sprint Corporation
S
+$114M
5
WBC
WABCO HOLDINGS INC.
WBC
+$97.4M

Sector Composition

Rank Sector Weight
1 Technology 11.26%
2 Healthcare 11.07%
3 Financials 9.57%
4 Consumer Discretionary 8.23%
5 Industrials 6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VKQ icon
226
Invesco Municipal Trust
VKQ
$541M
$464K 0.02%
+39,655
New +$490K
THQ
227
abrdn Healthcare Opportunities Fund
THQ
$787M
$451K 0.02%
+29,356
New +$517K
MVF
228
DELISTED
BlackRock MuniVest Fund
MVF
$449K 0.02%
+55,419
New +$497K
MPA icon
229
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$448K 0.02%
33,380
+10,820
+48% +$153K
FRA icon
230
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$445K 0.01%
44,411
+18,806
+73% +$232K
EFT
231
Eaton Vance Floating-Rate Income Trust
EFT
$284M
$444K 0.01%
43,299
+19,876
+85% +$254K
IGICW
232
DELISTED
International General Insurance Holdings Ltd. Warrants expiring 03/17/2025
IGICW
$444K 0.01%
+1,057,500
New +$509K
MMP
233
DELISTED
Magellan Midstream Partners, L.P.
MMP
$439K 0.01%
12,033
-1,967
-14% -$106K
HEP
234
DELISTED
Holly Energy Partners, L.P.
HEP
$437K 0.01%
31,164
+9,064
+41% +$181K
HQL
235
abrdn Life Sciences Investors
HQL
$589M
$433K 0.01%
28,908
+16,124
+126% +$264K
CNXM
236
DELISTED
CNX Midstream Partners LP
CNXM
$433K 0.01%
53,409
+17,409
+48% +$221K
SABA
237
Saba Capital Income & Opportunities Fund II
SABA
$221M
$429K 0.01%
+40,139
New +$472K
PSXP
238
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$429K 0.01%
11,784
-2,116
-15% -$112K
BGB
239
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$428K 0.01%
+41,080
New +$552K
MCA
240
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$418K 0.01%
+30,887
New +$437K
JPS
241
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$416K 0.01%
+57,314
New +$530K
RNP icon
242
Cohen & Steers REIT and Preferred and Income Fund
RNP
$996M
$410K 0.01%
+25,416
New +$557K
EPD icon
243
Enterprise Products Partners
EPD
$83.6B
$401K 0.01%
28,025
-1,975
-7% -$45.9K
FMN
244
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$396K 0.01%
30,347
+12,588
+71% +$175K
GLO
245
Clough Global Opportunities Fund
GLO
$248M
$396K 0.01%
55,275
+5,594
+11% +$50.7K
JQC icon
246
Nuveen Credit Strategies Income Fund
JQC
$702M
$391K 0.01%
+68,894
New +$477K
EQM
247
DELISTED
EQM Midstream Partners, LP
EQM
$389K 0.01%
32,992
+19,992
+154% +$407K
BRMK.WS
248
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$385K 0.01%
1,750,000
– –
NFJ
249
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$384K 0.01%
+39,951
New +$480K
VTN icon
250
Invesco Trust for Investment Grade New York Municipals
VTN
$161M
$384K 0.01%
+31,732
New +$422K
8 9
10
11 12

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JWBC
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CIS
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EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 1-Year Est. Return

AQR Arbitrage's Q1 2020 Portfolio in Review

As of Q1 2020, AQR Arbitrage held 648 positions worth $2.99B, down 50% from $5.92B the previous quarter. Its ten largest holdings account for 20% of the portfolio.

AQR Arbitrage withdrew a net $3.15B in Q1 2020, closing 85 positions and reducing 118 holdings. Its most notable exit was Wellcare Health Plans, Inc., an estimated $135M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 9.2% a quarter earlier, followed by Healthcare and Financials.

Against the trend, AQR Arbitrage opened a new position in E*Trade Financial Corporation worth $45.5M.

  • AQR Arbitrage's largest Q1 2020 buy was E*Trade Financial Corporation: 1,327,217 shares worth $45.5M.
  • AQR Arbitrage added most to IBERIABANK Corp in Q1 2020, an estimated $25.8M increase.
  • AQR Arbitrage's biggest Q1 2020 reduction was Sprint Corporation, cutting an estimated $114M.
  • AQR Arbitrage fully exited Wellcare Health Plans, Inc. in Q1 2020, selling an estimated $135M.
  • AQR Arbitrage's ten largest holdings make up 20% of its $2.99B portfolio in Q1 2020.
  • AQR Arbitrage opened 182 new positions and closed 85 in Q1 2020.
  • AQR Arbitrage's portfolio value fell 50% quarter-over-quarter to $2.99B.

Based on AQR Arbitrage's 13F filing for Q1 2020, filed 15 May 2020.